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sgpp::optimization::InterpolantScalarFunctionHessian Class Reference

Sparse grid interpolant Hessian of a scalar-valued function. More...

#include <InterpolantScalarFunctionHessian.hpp>

Inheritance diagram for sgpp::optimization::InterpolantScalarFunctionHessian:
sgpp::optimization::ScalarFunctionHessian

Public Member Functions

void clone (std::unique_ptr< ScalarFunctionHessian > &clone) const override
 
double eval (const base::DataVector &x, base::DataVector &gradient, base::DataMatrix &hessian) override
 Evaluation of the function, its gradient and its Hessian. More...
 
const base::DataVectorgetAlpha () const
 
 InterpolantScalarFunctionHessian (base::Grid &grid, const base::DataVector &alpha)
 Constructor. More...
 
void setAlpha (const base::DataVector &alpha)
 
 ~InterpolantScalarFunctionHessian () override
 Destructor. More...
 
- Public Member Functions inherited from sgpp::optimization::ScalarFunctionHessian
size_t getNumberOfParameters () const
 
 ScalarFunctionHessian (size_t d)
 Constructor. More...
 
virtual ~ScalarFunctionHessian ()
 Destructor. More...
 

Protected Attributes

base::DataVector alpha
 coefficient vector More...
 
base::Gridgrid
 sparse grid More...
 
std::unique_ptr
< base::OperationEvalHessian
opEvalHessian
 pointer to evaluation operation More...
 
- Protected Attributes inherited from sgpp::optimization::ScalarFunctionHessian
size_t d
 dimension of the domain More...
 

Detailed Description

Sparse grid interpolant Hessian of a scalar-valued function.

See Also
InterpolantScalarFunction

Constructor & Destructor Documentation

sgpp::optimization::InterpolantScalarFunctionHessian::InterpolantScalarFunctionHessian ( base::Grid grid,
const base::DataVector alpha 
)
inline

Constructor.

Do not destruct the grid before the InterpolantScalarFunctionHessian object!

Parameters
gridsparse grid
alphacoefficient vector

Referenced by clone().

sgpp::optimization::InterpolantScalarFunctionHessian::~InterpolantScalarFunctionHessian ( )
inlineoverride

Destructor.

Member Function Documentation

void sgpp::optimization::InterpolantScalarFunctionHessian::clone ( std::unique_ptr< ScalarFunctionHessian > &  clone) const
inlineoverridevirtual
Parameters
[out]clonepointer to cloned object

Implements sgpp::optimization::ScalarFunctionHessian.

References alpha, grid, and InterpolantScalarFunctionHessian().

double sgpp::optimization::InterpolantScalarFunctionHessian::eval ( const base::DataVector x,
base::DataVector gradient,
base::DataMatrix hessian 
)
inlineoverridevirtual

Evaluation of the function, its gradient and its Hessian.

Parameters
xevaluation point \(\vec{x} \in [0, 1]^d\)
[out]gradientgradient \(\nabla f(\vec{x}) \in \mathbb{R}^d\)
[out]hessianHessian matrix \(H_f(\vec{x}) \in \mathbb{R}^{d \times d}\)
Returns
\(f(\vec{x})\)

Implements sgpp::optimization::ScalarFunctionHessian.

References alpha, sgpp::optimization::ScalarFunctionHessian::d, and opEvalHessian.

const base::DataVector& sgpp::optimization::InterpolantScalarFunctionHessian::getAlpha ( ) const
inline
Returns
coefficient vector

References alpha.

void sgpp::optimization::InterpolantScalarFunctionHessian::setAlpha ( const base::DataVector alpha)
inline
Parameters
alphacoefficient vector

References alpha.

Member Data Documentation

base::DataVector sgpp::optimization::InterpolantScalarFunctionHessian::alpha
protected
std::unique_ptr<base::OperationEvalHessian> sgpp::optimization::InterpolantScalarFunctionHessian::opEvalHessian
protected

pointer to evaluation operation

Referenced by eval().


The documentation for this class was generated from the following file: